Recursive Modified Pattern Search on Hyper-Rectangle
RMPSH: Recursive Modified Pattern Search on Hyper-Rectangle
Recursive Modified Direct Search on Hyper-rectangle
Optimization of any Black-Box/Non-Convex Function on Hyper-Rectangular Parameter Space. It uses a Variation of Pattern Search Technique. Described in the paper : Das (2016) <arXiv:1604.08616> .